Overview
There is mainly 3 parts to this story:
A simple easy to communicate model of the key relationship
A medium complexity smoothing analysis
The two data set used in this analysis are the Madison case and waste water concentration data.
## Date Site Cases N1 N1Error
## 435 2021-06-19 Madison 3 NA NA
## 436 2021-06-20 Madison 8 49443 8812
## 437 2021-06-21 Madison 1 90447 20429
## 438 2021-06-22 Madison 3 44587 12427
## 439 2021-06-23 Madison 4 14469 9155
## 440 2021-06-24 Madison NA 28023 7724
A simple display of the data shows the core components of this story. First that both data sets are extremely noisy. And that there is a hint of a relationship between the two signals.
FirstImpression <- FullDF%>%
NoNa("N1","Cases")%>%#Removing outliers
ggplot(aes(x=Date))+#Data depends on time
geom_line(aes(y=MinMaxNormalization(N1), color="N1",info=N1))+#compares N1 to Cases
geom_line(aes(y=MinMaxNormalization(Cases), color="Cases",info=Cases))+
labs(y="variable min max normalized")
ggplotly(FirstImpression,tooltip=c("info","Date"))
Cross correlation and Granger Causality are key component to this analysis. Cross correlation looks at the correlation at a range of time shifts and Granger analysis preform a test for predictive power. We find that there is to much noise to find significance.
TestDF1 <- FullDF%>%
FillNA("N1","Cases")%>%#filling in missing data in range with previous values
NoNa("N1","Cases")#removing rows from before both series started#filling in missing data in range with previous values
Cases <- TestDF1$Cases
N1 <- TestDF1$N1
ccf(Cases,N1,na.action=na.pass)
grangertest(Cases, N1, order = 1)
## Granger causality test
##
## Model 1: N1 ~ Lags(N1, 1:1) + Lags(Cases, 1:1)
## Model 2: N1 ~ Lags(N1, 1:1)
## Res.Df Df F Pr(>F)
## 1 279
## 2 280 -1 2.623 0.1065
grangertest(N1,Cases, order = 1)
## Granger causality test
##
## Model 1: Cases ~ Lags(Cases, 1:1) + Lags(N1, 1:1)
## Model 2: Cases ~ Lags(Cases, 1:1)
## Res.Df Df F Pr(>F)
## 1 279
## 2 280 -1 0.1124 0.7377
From a first pass it is clear that the waste water measurements before 11/20/2020 did not function as an effective measure of the amount of waste water shed in the community. So for this analysis we are removing waste water data from before that point. Also there are some extreme outliers that we remove for more effective analysis
IntermediateOutlierGraphic <- TRUE #
DaySmoothed=21#Very wide smoothing to find where the data strong deviate from trend
FullDF2 <- FullDF%>%
mutate(N1 = ifelse(Date < mdy("11/20/2020"),NA,N1))
FullDF3 <- FullDF2%>%#Remove older data that clearly has no relationship to Cases
mutate(SmoothN1=rollapply(data = N1, width = DaySmoothed, FUN = median,
na.r = TRUE,fill=NA),#Finding very smooth version of the data with no outliers
SmoothN1=ifelse(is.na(SmoothN1),N1,SmoothN1),#Fixing issue where rollapply fills NA on right border
LargeError=N1>5*SmoothN1,#Calculating error Limits
N1=ifelse(LargeError,SmoothN1,N1))%>%#replacing data points that variance is to large
select(-SmoothN1,-LargeError)#Removing unneeded calculated columns
if(IntermediateOutlierGraphic){
OutlierGraphic <- FullDF%>%
mutate(SmoothN1=rollapply(data = N1, width = DaySmoothed, FUN = median,
na.r = TRUE,fill=NA),#creating smooth data
SmoothN1=ifelse(is.na(SmoothN1),N1,SmoothN1))%>%#Fixing issue where rollapply fills NA on right border)%>%
mutate(Outliers=Date < mdy("11/20/2020")|N1>5*SmoothN1)%>%
NoNa("N1","Cases")%>%#Removing outliers
ggplot(aes(x=Date))+#Data depends on time
geom_point(aes(y=MinMaxNormalization(Cases), color="Cases",info=Cases))+
geom_point(aes(y=MinMaxNormalization(N1), color="N1",shape=Outliers,info=N1))+#compares N1 to Cases
labs(y="variable min max normalized")
ggplotly(OutlierGraphic,tooltip=c("info","Date"))
}
FullDF3%>%
NoNa("N1","Cases")%>%#Removing outliers
ggplot(aes(x=Date))+#Data depends on time
geom_line(aes(y=MinMaxNormalization(N1), color="N1"))+#compares N1 to Cases
geom_line(aes(y=MinMaxNormalization(Cases), color="Cases"))+
labs(y="variable min max normalized")
We now find a signifigent relationship. However there is some danger of doing this kind of tests on non statinary time series
TestDF2 <- FullDF3%>%
FillNA("N1","Cases")%>%#filling in missing data in range with previous values
NoNa("N1","Cases")#removing rows from before both series started
Cases <- TestDF2$Cases
N1 <- TestDF2$N1
#library(tseries) Tests for stationarity. potential use is obvious
# kpss.test(Cases)
# adf.test(Cases)
# kpss.test(N1)
# adf.test(N1)
ccf(Cases,N1,na.action=na.pass)
grangertest(Cases, N1, order = 1)
## Granger causality test
##
## Model 1: N1 ~ Lags(N1, 1:1) + Lags(Cases, 1:1)
## Model 2: N1 ~ Lags(N1, 1:1)
## Res.Df Df F Pr(>F)
## 1 213
## 2 214 -1 29.12 1.806e-07 ***
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
grangertest(N1,Cases, order = 1)
## Granger causality test
##
## Model 1: Cases ~ Lags(Cases, 1:1) + Lags(N1, 1:1)
## Model 2: Cases ~ Lags(Cases, 1:1)
## Res.Df Df F Pr(>F)
## 1 213
## 2 214 -1 4.9769 0.02673 *
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
A key component to this relationship is that the relationship between N1 and Case involves a gamma distribution modeling both the time between catching Covid-19 and getting a test and the concentration of the shedded particles. We found a gamma distribution with mean 11.73 days and a standard deviation of 7.68 match’s other research and gives good results.
SLDWidth <- 21
scale <- 5.028338
shape <- 2.332779 #These parameters are equivalent to the mean and sd above
weights <- dgamma(1:SLDWidth, scale = scale, shape = shape)
plot(weights,
main=paste("Gamma Distribution with mean = 11.73 days,and SD = 7.68"),
ylab = "Weight",
xlab = "Lag")
SLDSmoothedDF <- FullDF3%>%
mutate(
SLDCases = c(rep(NA,SLDWidth-1),#elimination of starting values not relevant as we have a 50+ day buffer of case data
rollapply(Cases,width=SLDWidth,FUN=weighted.mean,
w=weights,
na.rm = FALSE)))#no missing data to remove
SLDSmoothedDF%>%
NoNa("N1","SLDCases")%>%#same plot as earlier but with the SLD smoothing
ggplot(aes(x=Date))+
geom_line(aes(y=MinMaxNormalization(SLDCases), color="SLDCases"))+
geom_line(aes(y=MinMaxNormalization(N1), color="N1"))+
facet_wrap(~Site)+
labs(y="variable min max normalized")
The SLD improves the shape of the CCF. However it removes the signifigence of N1 predicting Cases. This makes sense looking at the data.
TestDF3 <- SLDSmoothedDF%>%
FillNA("N1","SLDCases")%>%#filling in missing data in range with previous values
NoNa("N1","SLDCases")#removing rows from before both series started
SLDCases <- TestDF3$SLDCases
N1 <- TestDF3$N1
ccf(SLDCases,N1,na.action=na.pass)
grangertest(SLDCases, N1, order = 1)
## Granger causality test
##
## Model 1: N1 ~ Lags(N1, 1:1) + Lags(SLDCases, 1:1)
## Model 2: N1 ~ Lags(N1, 1:1)
## Res.Df Df F Pr(>F)
## 1 213
## 2 214 -1 23.794 2.097e-06 ***
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
grangertest(N1,SLDCases, order = 1)
## Granger causality test
##
## Model 1: SLDCases ~ Lags(SLDCases, 1:1) + Lags(N1, 1:1)
## Model 2: SLDCases ~ Lags(SLDCases, 1:1)
## Res.Df Df F Pr(>F)
## 1 213
## 2 214 -1 5.3844 0.02126 *
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
To isolate this relationship we used a primitive binning relationship. This clarifies the relationship we see hints of in the previous graphic and masks the noise in the data.
StartDate <- 1 #Where the binning starts
DaySmoothing <- 14 #The size of the bins
Lag <- 4 #The offset between Cases and N1
BinDF <- SLDSmoothedDF%>%
select(Date, Cases, N1)%>%
mutate(MovedCases = data.table::shift(Cases, Lag),#moving SLD lag days backwards
Week=(as.numeric(Date)+StartDate)%/%DaySmoothing)%>%#putting variables into bins via integer division
group_by(Week)%>%
#filter(Week>2670)%>%
summarise(BinnedCases=mean(MovedCases, na.rm=TRUE), BinnedN1=(mean((N1), na.rm=TRUE)))#summarize data within bins.
BinDF%>%
NoNa("BinnedN1","BinnedCases")%>%#Remove NA
ggplot(aes(x=Week))+
geom_line(aes(y=MinMaxNormalization(BinnedN1), color="N1"))+
geom_line(aes(y=MinMaxNormalization(BinnedCases), color="Cases"))+
labs(y="Binned variable min max normalized")
BinDF%>%
ggplot()+
geom_point(aes(x=BinnedCases, y=BinnedN1))
cor(BinDF$BinnedN1, BinDF$BinnedCases, use="pairwise.complete.obs")
## [1] 0.9476957
summary(lm(BinnedCases~BinnedN1, data=BinDF))
##
## Call:
## lm(formula = BinnedCases ~ BinnedN1, data = BinDF)
##
## Residuals:
## Min 1Q Median 3Q Max
## -36.850 -23.301 -3.564 20.524 62.871
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) -3.319e+01 1.286e+01 -2.58 0.0209 *
## BinnedN1 6.470e-04 5.626e-05 11.50 7.72e-09 ***
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 29.91 on 15 degrees of freedom
## (16 observations deleted due to missingness)
## Multiple R-squared: 0.8981, Adjusted R-squared: 0.8913
## F-statistic: 132.2 on 1 and 15 DF, p-value: 7.719e-09
To generate this relationship without reducing the amount of data we rely on a loess smoothing of the data. The loess smoothing is a way of generating smooth curves from noisy data. The displayed plot shows the visual power of this smoothing. We see a relationship in the big patterns but also multiple sub patterns match. We see in general that smoothed N1 both lags and leads the case data.
SLDSmoothedDF$loessN1 <- loessFit(y=(SLDSmoothedDF$N1),
x=SLDSmoothedDF$Date, #create loess fit of the data
span=.2, #span of .2 seems to give the best result, not rigorously chosen
iterations=2)$fitted#2 iterations remove some bad patterns
SLDSmoothedDF%>%
NoNa("loessN1","SLDCases")%>%
ggplot(aes(x=Date))+
geom_line(aes(y=MinMaxNormalization(loessN1), color="loessN1"))+
geom_line(aes(y=MinMaxNormalization(SLDCases), color="SLDCases"))+
facet_wrap(~Site)+
labs(y="variable min max normalized")
The loess smoothing gives the best ccf relation and shape. It also insignifigently changes granger tests
TestDF4 <- SLDSmoothedDF%>%
FillNA("loessN1","SLDCases")%>%#filling in missing data in range with previous values
NoNa("loessN1","SLDCases")#removing rows from before both series started
SLDCases <- TestDF4$SLDCases
N1 <- TestDF4$loessN1
ccf(SLDCases,N1,na.action=na.pass)
grangertest(SLDCases, N1, order = 1)
## Granger causality test
##
## Model 1: N1 ~ Lags(N1, 1:1) + Lags(SLDCases, 1:1)
## Model 2: N1 ~ Lags(N1, 1:1)
## Res.Df Df F Pr(>F)
## 1 213
## 2 214 -1 0.5606 0.4549
grangertest(N1,SLDCases, order = 1)
## Granger causality test
##
## Model 1: SLDCases ~ Lags(SLDCases, 1:1) + Lags(N1, 1:1)
## Model 2: SLDCases ~ Lags(SLDCases, 1:1)
## Res.Df Df F Pr(>F)
## 1 213
## 2 214 -1 4.7834 0.02982 *
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1